商业银行谨慎经营行为及其对绩效的影响研究  

A Study of the Commercial Banks’ Prudential Operation and Its Impact on Performance

作　　者：谭政勋[1] 王聪[1] 

机构地区：[1]暨南大学经济学院,广东广州510620

出　　处：《南方金融》2009年第1期15-19,24,共6页South China Finance

基　　金：教育部全国优秀博士论文专项资金项目<转型期我国金融业的产业组织研究>(项目编号:200403)资助

摘　　要：本文首先利用投资效用函数从理论上分析商业银行谨慎经营对绩效的影响,然后进行了实证研究。理论模型表明,银行效率与风险资产比例存在一种倒U型关系;在考虑存款人效用或者加强监管后,银行会加大资本的投入比例、减少风险资产的投资比例,更为谨慎地经营。实证分析表明,我国商业银行经营日趋不谨慎,经营绩效有所下降;股份制银行比国有银行更加谨慎,绩效好于国有银行;从"在控制风险的前提下获取最大收益"的角度看,谨慎经营能提升银行绩效,实证结果与理论预测相吻合。调整传统业务结构,适当降低高资本消耗的贷款业务,优化资产组合配置,建立以风险调整的资本收益率(RAROC)为核心的绩效考核体系,是提高我国商业银行绩效的根本途径。This paper conducts a theoretical and empirical research about the impact of prudential operation on commercial banks＇ performance by investment utility function. There exists an inverse U curve between the ratio of risk asset and performance theoretically. After depositors＇ utility is brought into the model, we find out that more capital will be inputted, fewer risk assets will be invested, and the banks will perform more prudently. Empirically, all the state-owned banks perform more and more imprudently as a whole, with worse performance, while the joint-stock banks are more prudential than the state-owned ones with better performance. From the perspectives of maximizing profit under risk control, prudential conducts have positive influence on performance. Adjusting the structure of the traditional business, decreasing loans with much capital consumption, optimizing the portfolio, and setting up the performance appraisal system based on RAROC are fundamental ways of improving the performance of the commercial banks of China.

关 键 词：谨慎经营 绩效 商业银行 

分 类 号：F832.33[经济管理—金融学]